Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47520.05 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46125.2 Kr¶

PnL: ---------------------------------------> -763.37 Kr¶

DD now: ---------------------------------> -2.282 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:31:39.803080'

Anic Portfolio¶

Today¶

Return: -0.736 %¶

This Week¶

Return: -1.325 %¶

Total¶

Return: 55.568 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -1.500000 2754.500000 118.500000 4.500000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.090000 425.000000 70.000000 19.720000 355.000000
Corem Property Group B 59 -2.420000 641.920000 64.920000 11.250000 576.999999
HMS Networks 2 -1.060000 708.000000 35.000000 5.200000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.810000 548.800000 16.800000 3.160000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.600000 259.680000 13.680000 5.560000 246.000000
Resurs Holding 22 0.570000 586.960000 12.960000 2.260000 573.999998
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Midsona B 63 -1.980000 592.830000 9.830000 1.690000 582.999984
Norva24 Group 16 -4.220000 551.680000 8.680000 1.600000 543.000000
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Intrum 4 -0.670000 532.400000 5.400000 1.020000 527.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
AcadeMedia 12 0.990000 560.400000 3.400000 0.610000 557.000004
Essity B 2 -0.450000 577.400000 3.400000 0.590000 574.000000
MedCap 2 -1.400000 424.000000 3.000000 0.710000 421.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 -1.800000 547.000000 1.000000 0.180000 546.000000
Boozt 12 1.470000 1654.800000 0.800000 0.050000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -3.610000 560.700000 -1.300000 -0.230000 562.000005
Swedbank A 3 -1.600000 561.000000 -3.000000 -0.530000 564.000000
Securitas B 6 -0.490000 564.240000 -5.760000 -1.010000 570.000000
Nordea Bank Abp 29 -1.260000 3446.940000 -7.060000 -0.200000 3453.999992
CTEK 13 0.580000 516.100000 -17.900000 -3.350000 533.999999
International Petroleum Corp. 5 1.370000 519.500000 -75.070000 -12.630000 594.565215
Vivesto 1368 -3.660000 533.250000 -79.750000 -13.010000 612.999432
SAAB B 8 -0.730000 3276.000000 -101.000000 -2.990000 3377.000000
Sampo Oyj SDB 7 -1.020000 3738.000000 -112.000000 -2.910000 3850.000000
OX2 18 0.000000 1544.400000 -119.600000 -7.190000 1663.999992
Axfood 13 -0.250000 3569.800000 -186.200000 -4.960000 3756.000001
Fasadgruppen Group 35 -1.770000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 -0.340000 3016.000000 -346.000000 -10.290000 3361.999992
TOTAL 46125.200000 -763.370000 -2.28222% 46888.564618

Updated:¶

'2023-01-13 16:31:52.221163'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶